XebTradeStrat Strategy Performance Results

Description:

This strategy is called XebTradeStrat and makes use of the Talib EMA and QTPyLib indicators. Specifically, this strategy uses an EMA5 and an EMA10 on the dataframe to determine the trend. The strategy looks to buy when the EMA5 is higher than the EMA10 and the volume is > 0. There is no sell indicator defined in the strategy, and instead, the default sell value of 0 is set. Additionally, there are specific parameters set for the ROI, stoploss and trailing stop values, which obey the minimal_roi dictionary and the trailing_only_offset_is_reached boolean value.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
LUNA/USDT 110 -0.19 -20.67 -2.645829 -2.65 0:22:00 78 0 32 70.91
ALGO/USDT 115 -0.16 -17.84 -2.863411 -2.86 0:14:00 82 0 33 71.30
ADA/USDT 151 -0.21 -30.97 -4.019343 -4.02 0:24:00 98 0 53 64.90
BTC/USDT 162 -0.21 -34.67 -4.086948 -4.09 1:10:00 117 0 45 72.22
ETH/USDT 157 -0.21 -33.03 -4.164028 -4.16 0:55:00 112 0 45 71.34
DOT/USDT 115 -0.28 -32.05 -4.238642 -4.24 0:19:00 70 0 45 60.87
ETC/USDT 148 -0.25 -36.71 -4.543054 -4.54 0:25:00 86 0 62 58.11
BNB/USDT 173 -0.23 -39.84 -4.756471 -4.76 0:54:00 122 0 51 70.52
XRP/USDT 159 -0.27 -42.31 -5.115953 -5.12 0:44:00 106 0 53 66.67
LINK/USDT 172 -0.23 -39.48 -5.289211 -5.29 0:27:00 118 0 54 68.60
BCH/USDT 214 -0.21 -44.59 -5.685897 -5.69 0:33:00 148 0 66 69.16
LTC/USDT 190 -0.24 -45.76 -6.305351 -6.31 0:41:00 136 0 54 71.58
SOL/USDT 194 -0.29 -56.52 -6.944047 -6.94 0:14:00 113 0 81 58.25
TOTAL 2060 -0.23 -474.45 -60.658185 -60.66 0:35:00 1386 0 674 67.28
  • Pair: This is the cryptocurrency trading pair that was used for the backtesting.
  • Buys: This is the total number of buy orders placed during the backtesting.
  • Avg Profit %: This is the average percentage of profit that was made on each buy order.
  • Cum Profit: This is the cumulative profit made over all buy orders.
  • Tot Profit Abs: This is the total absolute profit made over all buy orders.
  • Tot Profit %: This is the total percentage of profit made over all buy orders.
  • Avg Duration: This is the average duration of each buy order.
  • Win: This is the total number of buy orders that resulted in a win.
  • Draw: This is the total number of buy orders that resulted in a draw.
  • Loss: This is the total number of buy orders that resulted in a loss.
  • Win %: This is the percentage of buy orders that resulted in a win.

Sell Reason

Sell Reason Sells Win Draws Loss Avg Profit % Cum Profit % Tot Profit ABS Tot Profit %
1276 1138 0 138 0.08 108.11 13.61502295 21.62
535 0 0 535 -1.19 -635.71 -81.16438434 -127.14
248 248 0 0 0.22 53.35 6.90654886 10.67
1 0 0 1 -0.2 -0.2 -0.01537296 -0.04

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 171.67 trades per day. The starting balance was $100 and the final balance was $39.34181450999995, resulting in an absolute profit of $-60.65818549 and a total profit percentage of -0.6065818549. The average stake amount was $12.617935733252427 and the total trade volume was $25992.9476105. The best pair was ALGO/USDT and the worst pair was SOL/USDT. The maximum balance reached was $100.1989711 and the minimum balance was $39.27518969999995. The market change during this period was -0.018861146831135437.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 15:48:00
Max open trades 5
Total/Daily Avg Trades 2060 / 171.67
Starting balance 100
Final balance 39.34181450999995
Absolute profit -60.65818549
Total profit % -0.6065818549
Avg. stake amount 12.617935733252427
Total trade volume 25992.9476105
Best Pair ALGO/USDT
Worst Pair SOL/USDT
Max Balance 100.1989711
Min Balance 39.27518969999995
Market Change -0.018861146831135437

Config

                  
{
    "pairlists": [
      {
        "method": "StaticPairList"
      }
    ],
    "timeframe": "15m",
    "tradable_balance_ratio": 0.99,
    "fiat_display_currency": "USD",
    "stake_amount": "unlimited",
    "stake_currency": "USDT",
    "amend_last_stake_amount": true,
    "exchange": {
      "pair_whitelist": [
        "BTC/USDT",
        "BCH/USDT",
        "ETH/USDT",
        "LINK/USDT",
        "LTC/USDT",
        "SOL/USDT",
        "BNB/USDT",
        "XRP/USDT",
        "ADA/USDT",
        "DOT/USDT",
        "ETC/USDT",
        "ALGO/USDT",
        "LUNA/USDT"
      ],
      "name": "binance"
    },
    "dry_run_wallet": 100,
    "max_open_trades": 5
  }